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Emmanuel Coffie



Research output per year

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Research Output

A Bismut-Elworthy-Li formula for singular SDE's driven by a fractional Brownian motion and applications to rough volatility modeling

Amine, O., Coffie, E., Harang, F. & Proske, F., 13 Apr 2020, (Accepted/In press) In : Communications in Mathematical Sciences. 29 p.

Research output: Contribution to journalArticle